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The effects of systematic sampling and temporal aggregation on discrete time long memory processes and their finite sample properties
Hwang, Soosung - In: Econometric theory 16 (2000) 3, pp. 347-372
Persistent link: https://www.econbiz.de/10001507491
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ARTICLES - The Effects of Systematic Sampling and Temporal Aggregation on Discrete Time Long Memory Processes and Their Finite Sample Properties
Hwang, Soosung - In: Econometric theory 16 (2000) 3, pp. 347-372
Persistent link: https://www.econbiz.de/10006983610
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Existence of unbiased estimators of the Black Scholes option price, other derivatives, and hedge ratios
Knight, John L. - In: Econometric theory 13 (1997) 6, pp. 791-807
Persistent link: https://www.econbiz.de/10001236167
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Asymptotic expansions for random walks with normal errors
Knight, John L. - In: Econometric theory 9 (1993) 3, pp. 363-376
Persistent link: https://www.econbiz.de/10001151129
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Asymptotic properties of the maximum-likelihood and nonlinear least-squares estimators for noninvertible moving average models
Tanaka, Katsuto - In: Econometric theory 5 (1989) 3, pp. 333-353
Persistent link: https://www.econbiz.de/10001079352
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The Bernstein copula and its applications to modelling and approximations of multivariate distributions
Sancetta, Alessio; Satchell, Stephen - In: Econometric theory 20 (2004) 3, pp. 535-562
Persistent link: https://www.econbiz.de/10002068268